Trouble establishing a protectorate

[Biennius]

Im currently at the europe campagin and I want to make the papal states to be my protectorate (which only has one region).Before starting the war the diplomacy option to establish a protectorate was abailable, but once I declare war the option (even if I request peace) no longer appears on the diplomacy menu. Before starting the war I managed to break all of their alliances and didnt call in my allies to help on this war.They trade with one of my allies(kingdom of Italy) and with one of my enemies(kingdom of Naples) only (no alliances ect) and standing is hostile.

I really dont know what is wrong sorry if the thread is too long, I wanted to make sure all the details are there.

[Steph]

I think you just need to occupy the Papal States, and then you will get an option to annex it or create a new state, which will be automatically a protectorate